Gabriel Frahm

Helmut Schmidt University

Prof. Dr.

Holstenhofweg 85

Hamburg, 22008

Germany

http://www.hsu-hh.de/stochastik/

  • Helmut Schmidt University

    • Email
    • Tel: +49 40 6541-2791
    • Fax: +49 40 6541-2023
SCHOLARLY PAPERS

4

DOWNLOADS

530

TOTAL CITATIONS

2

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

A Solution to Ellsberg's Paradox

Number of pages: 7 Posted: 29 Jan 2018
Gabriel Frahm
Helmut Schmidt University
Downloads 267 (228,165)

Abstract:

Loading...

Ambiguity, Ellsberg's Paradox, Risk, Sure-thing Principle, Uncertainty

2.

Dominating Estimators for the Global Minimum Variance Portfolio

Bundesbank Series 2 Discussion Paper No. 2009,01
Number of pages: 44 Posted: 08 Jun 2016
Gabriel Frahm and Christoph Memmel
Helmut Schmidt University and Deutsche Bundesbank
Downloads 119 (464,026)
Citation 2

Abstract:

Loading...

Covariance matrix estimation, global minimum variance portfolio, James-Stein estimation, naive diversification, shrinkage estimator

3.

A Test for the Validity of Regression Models

Number of pages: 51 Posted: 20 Nov 2023 Last Revised: 25 Sep 2024
Gabriel Frahm
Helmut Schmidt University
Downloads 105 (509,028)

Abstract:

Loading...

Accuracy, Description, Explanation, Goodness of fit, Prediction, Regression, Specification

4.

Some Notes on Savage's Representation Theorem

Number of pages: 9 Posted: 28 Dec 2023
Gabriel Frahm and Lorenz Hartmann
Helmut Schmidt University and University of Basel
Downloads 39 (839,428)

Abstract:

Loading...

Representation theorem, Savage's postulates, subjective expected utility